+1,381.9%
THC vs STLA
+189.9%
+1,192.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +3.7% | -4.5% | +8.2% | +5.1% |
| 30D | +9.0% | -3.9% | +12.9% | +9.9% |
| 3M | +10.4% | -20.2% | +30.6% | +16.5% |
| 6M | +45.7% | -42.2% | +87.8% | +67.4% |
| YTD | +42.6% | -59.3% | +101.9% | +77.7% |
| 1Y | +38.8% | -56.1% | +94.8% | +68.5% |
| 3Y | +418.8% | -73.7% | +492.5% | +596.1% |
| 5Y | +275.7% | -70.3% | +346.0% | +374.4% |
| 10Y | +1,496.2% | +23.1% | +1,473.1% | +1,320.4% |
| All | +1,381.9% | +189.9% | +1,192.0% | +1,155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling